Featured Product

    Economic Capital

    Moody’s Analytics insurance economic capital solution helps insurers calculate economic capital, using a one-year, Value-at-Risk (VaR) approach to perform capital allocation by product and risk category. The solution also offers critical insights that help evaluate solvency positions and support risk-based decision making.

    Economic capital is increasingly being used by insurance companies to inform their internal views of available and required capital. The Moody’s Analytics solution addresses the business needs and production requirements associated with economic capital calculations and associated what-if analysis.

    Our insurance economic capital solution provides the data management, calculation, and analytics to support decision making. This scalable, enterprise-wide offering enables users to manage capital modeling processes in a multi-user/multi-site environment. The engine for the one-year VaR capital calculations, developed around a Monte Carlo approach, is the capital aggregation module. Key inputs include proxy models for both assets and liabilities and one-year VaR risk scenarios for market and non-market risks.

    Risk scenario generation enables insurers to project relevant risk drivers over a one-year time horizon. Proxy modeling reduces an insurer’s reliance on full asset liability management cash flow models for applications such as interim valuation, capital calculations, or hedge effectiveness.

    Business Reporting and Analytics

    Our Insurance economic capital solution supports a wide range of solvency and risk-based metrics to feed into business and regulatory market indices and support risk-based decision making. Its analytics include smoothed and unsmoothed VaR metrics, capital attribution, and diversification analysis. It also supports a broad range of what-if analysis including stress testing; using deterministic scenarios such as the impact of market stress; alternative portfolio analysis; and asset allocation.

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    Risk Scenario Generator

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    RiskFoundation™ for Insurance

    The RiskFoundation platform provides a controlled enterprise environment to implement and manage a risk management system and comply with regulatory frameworks.


    RiskFrontier software is an industry-leading credit portfolio risk management solution, trusted by financial institutions globally to improve business performance.

    RiskIntegrity™ Capital Aggregator

    RiskIntegrity Capital Aggregator enables insurers to calculate one-year VaR, risk-based capital, using a Monte Carlo approach.

    RiskIntegrity™ Internal Model

    The RiskIntegrity Internal Model software supports insurers in the automation of processes to calculate and report their regulatory or economic capital.

    RiskIntegrity™ Proxy Generator

    The RiskIntegrity Proxy Generator is an enterprise solution that calibrates proxy functions to model metrics, such as asset and liability values.

    Scenario Service

    Moody’s Analytics Scenario Service provides economic scenarios that describe plausible future paths of variables that are coherently related.

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